Finding the direction of lowest resilience in multivariate complex systems

Anticipating regime shifts by mixing early warning signals from different nodes

Real systems showing regime shifts, such as ecosystems, are often composed of many dynamical elements interacting on a network. Various early warning signals have been proposed for anticipating regime shifts from observed data. However, it is unclear how one should combine early warning signals from different nodes for better performance. Based on theory of stochastic differential equations, we propose a method to optimize the node set from which to construct an early warning signal. The proposed method takes into account that uncertainty as well as the magnitude of the signal affects its predictive performance, that a large magnitude or small uncertainty of the signal in one situation does not imply the signal's high performance, and that combining early warning signals from different nodes is often but not always beneficial. The method performs well particularly when different nodes are subjected to different amounts of dynamical noise and stress.

Attractor landscapes: a unifying conceptual model for understanding behaviour change across scales of observation

Models and theories in behaviour change science are not in short supply, but they almost exclusively pertain to a particular facet of behaviour, such as automaticity or reasoned action, or to a single scale of observation such as individuals or communities. We present a highly generalisable conceptual model which is widely used in complex systems research from biology to physics, in an accessible form to behavioural scientists. The proposed model of attractor landscapes can be used to understand human behaviour change on different levels, from individuals to dyads, groups and societies. We use the model as a tool to present neglected ideas in contemporary behaviour change science, such as hysteresis and nonlinearity. The model of attractor landscapes can deepen understanding of well-known features of behaviour change (research), including short-livedness of intervention effects, problematicity of focusing on behavioural initiation while neglecting behavioural maintenance, continuum and stage models of behaviour change understood within a single accommodating framework, and the concept of resilience. We also demonstrate potential methods of analysis and outline avenues for future research.

Ranking species based on sensitivity to perturbations under non-equilibrium community dynamics

Managing ecological communities requires fast detection of species that are sensitive to perturbations. Yet, the focus on recovery to equilibrium has prevented us from assessing species responses to perturbations when abundances fluctuate over time. Here, we introduce two data-driven approaches (expected sensitivity and eigenvector rankings) based on the time-varying Jacobian matrix to rank species over time according to their sensitivity to perturbations on abundances. Using several population dynamics models, we demonstrate that we can infer these rankings from time-series data to predict the order of species sensitivities. We find that the most sensitive species are not always the ones with the most rapidly changing or lowest abundance, which are typical criteria used to monitor populations. Finally, using two empirical time series, we show that sensitive species tend to be harder to forecast. Our results suggest that incorporating information on species interactions can improve how we manage communities out of equilibrium.

Synchrony of biomarker variability indicates a critical transition: Application to mortality prediction in hemodialysis

Critical transition theory suggests that complex systems should experience increased temporal variability just before abrupt state changes. We tested this hypothesis in 763 patients on long-term hemodialysis, using 11 biomarkers collected every two weeks and all-cause mortality as a proxy for critical transitions. We find that variability-measured by coefficients of variation (CVs)-increases before death for all 11 clinical biomarkers, and is strikingly synchronized across all biomarkers: the first axis of a principal component analysis on all CVs explains 49% of the variance. This axis then generates powerful predictions of mortality (HR95 = 9.7, p < 0.0001, where HR95 is a scale-invariant metric of hazard ratio; AUC up to 0.82) and starts to increase markedly ∼3 months prior to death. Our results provide an early warning sign of physiological collapse and, more broadly, a quantification of joint system dynamics that opens questions of how system modularity may break down before critical transitions.

Early Warning Signals in Phase Space: Geometric Resilience Loss Indicators From Multiplex Cumulative Recurrence Networks

The detection of Early Warning Signals (EWS) of imminent phase transitions, such as sudden changes in symptom severity could be an important innovation in the treatment or prevention of disease or psychopathology. Recurrence-based analyses are known for their ability to detect differences in behavioral modes and order transitions in extremely noisy data. As a proof of principle, the present paper provides an example of a recurrence network based analysis strategy which can be implemented in a clinical setting in which data from an individual is continuously monitored for the purpose of making decisions about diagnosis and intervention. Specifically, it is demonstrated that measures based on the geometry of the phase space can serve as Early Warning Signals of imminent phase transitions. A publicly available multivariate time series is analyzed using so-called cumulative Recurrence Networks (cRN), which are recurrence networks with edges weighted by recurrence time and directed towards previously observed data points. The results are compared to previous analyses of the same data set, benefits, limitations and future directions of the analysis approach are discussed.

Anticipating the direction of symptom progression using critical slowing down: a proof-of-concept study

BACKGROUND

As complex dynamic systems approach a transition, their dynamics change. This process, called critical slowing down (CSD), may precede transitions in psychopathology as well. This study investigated whether CSD may also indicate the direction of future symptom transitions, i.e., whether they involve an increase or decrease in symptoms.

METHODS

In study 1, a patient with a history of major depression monitored their mental states ten times a day for almost eight months. Study 2 used data from the TRAILS TRANS-ID study, where 122 young adults at increased risk of psychopathology (mean age 23.64±0.67 years, 56.6% males) monitored their mental states daily for six consecutive months. Symptom transitions were inferred from semi-structured diagnostic interviews. In both studies, CSD direction was estimated using moving-window principal component analyses.

RESULTS

In study 1, CSD was directed towards an increase in negative mental states. In study 2, the CSD direction matched the direction of symptom shifts in 34 individuals. The accuracy of the indicator was higher in subsets of individuals with larger absolute symptom transitions. The indicator's accuracy exceeded chance levels in sensitivity analyses (accuracy 22.92% vs. 11.76%, z=-2.04, P=.02) but not in main analyses (accuracy 27.87% vs. 20.63%, z=-1.32, P=.09).

CONCLUSIONS

The CSD direction may predict whether upcoming symptom transitions involve remission or worsening. However, this may only hold for specific individuals, namely those with large symptom transitions. Future research is needed to replicate these findings and to delineate for whom CSD reliably forecasts the direction of impending symptom transitions.

Evaluating the performance of multivariate indicators of resilience loss

Various complex systems, such as the climate, ecosystems, and physical and mental health can show large shifts in response to small changes in their environment. These 'tipping points' are notoriously hard to predict based on trends. However, in the past 20 years several indicators pointing to a loss of resilience have been developed. These indicators use fluctuations in time series to detect critical slowing down preceding a tipping point. Most of the existing indicators are based on models of one-dimensional systems. However, complex systems generally consist of multiple interacting entities. Moreover, because of technological developments and wearables, multivariate time series are becoming increasingly available in different fields of science. In order to apply the framework of resilience indicators to multivariate time series, various extensions have been proposed. Not all multivariate indicators have been tested for the same types of systems and therefore a systematic comparison between the methods is lacking. Here, we evaluate the performance of the different multivariate indicators of resilience loss in different scenarios. We show that there is not one method outperforming the others. Instead, which method is best to use depends on the type of scenario the system is subject to. We propose a set of guidelines to help future users choose which multivariate indicator of resilience is best to use for their particular system.